Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
18.03.2016 | 3.84% | 0.46 | 0.48 | 400'000 | 400'000 | 399'873 | 400'000 | 186'266 | 193'630 | 100.00% | 100.00% |
17.03.2016 | 3.99% | 0.47 | 0.49 | 400'000 | 400'000 | 400'000 | 400'000 | 186'972 | 194'599 | 100.00% | 100.00% |
16.03.2016 | 4.00% | 0.49 | 0.51 | 400'000 | 400'000 | 400'000 | 400'000 | 196'014 | 204'014 | 100.00% | 100.00% |
15.03.2016 | 3.99% | 0.48 | 0.50 | 400'000 | 400'000 | 400'000 | 400'000 | 196'775 | 204'775 | 99.97% | 99.97% |
14.03.2016 | 3.94% | 0.49 | 0.51 | 400'000 | 400'000 | 400'000 | 400'000 | 199'176 | 207'176 | 100.00% | 100.00% |
11.03.2016 | 1.91% | 0.51 | 0.52 | 400'000 | 400'000 | 400'000 | 400'000 | 207'352 | 211'352 | 100.00% | 100.00% |
10.03.2016 | 1.84% | 0.52 | 0.53 | 400'000 | 400'000 | 400'000 | 400'000 | 215'304 | 219'304 | 98.17% | 98.17% |
09.03.2016 | 1.84% | 0.54 | 0.55 | 400'000 | 400'000 | 400'000 | 400'000 | 215'244 | 219'244 | 100.00% | 100.00% |
08.03.2016 | 1.90% | 0.53 | 0.54 | 400'000 | 400'000 | 400'000 | 400'000 | 208'548 | 212'550 | 100.00% | 100.00% |